As per normal review, CME Clearing’s Risk Management staff approved the addition of the following products to the SPAN 2 framework’s in-scope product list into SPAN 2 framework’s natural gas pod. For avoidance of doubt, products that are added to the In-Scope Products list will be margined under the SPAN 2 methodology, however they may receive margin offsets against products that are margined under the SPAN methodology through Cross Model Offset (“CMO”).

The associated changes will be effective after the close of business on April 15, 2025.

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